Knowledge Base

← Financial Instruments, Crypto-Assets, and Their Risks

Questions

Which tranche absorbs the first losses of the portfolio in a securitization?

Senior tranche
Mezzanine tranche
Equity or First Loss tranche
Junior tranche

Which structure holds receivables and issues asset-backed securities in France?

Asset management companies
Securitization funds (FCT)
Investment banks
Insurance companies

Which mechanism ensures that the value of the underlying assets exceeds the amount of securities issued?

Subordination
Overcollateralization
Excess spread
Reserve account

What type of security issued by an FCT represents ownership units of the fund?

Bonds
Residual units
Units
Shares

The Senior tranche of a securitization is generally rated AAA or AA and presents the lowest risk.

True
False

STS-labelled (Simple, Transparent, Standardized) securitizations have benefited from favorable prudential treatment since January 1, 2019.

True
False

Categorize items by dragging them to the appropriate zones

Items to categorize:

Senior tranche
Mezzanine tranche
Underlying credit risk
Excess spread
Categories:

Types of structuring

Credit enhancement mechanisms

Potential risks

Overcollateralization

Click to see answer